Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
16.05.2024 24.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 36'451 CHF 23'226 CHF 98.84% 98.84%
15.05.2024 19.80% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 46'124 CHF 28'062 CHF 99.08% 99.08%
14.05.2024 17.33% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'034 CHF 31'517 CHF 98.74% 98.74%
13.05.2024 18.08% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 50'806 CHF 30'403 CHF 94.95% 94.95%
10.05.2024 18.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'233 CHF 29'117 CHF 98.97% 98.97%
08.05.2024 10.36% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 92'192 CHF 51'096 CHF 98.71% 98.71%
07.05.2024 8.40% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 487'980 120'211 CHF 62'740 CHF 98.15% 98.15%
06.05.2024 3.27% 0.29 CHF 0.30 CHF 900'000 300'000 900'000 300'000 271'278 CHF 93'426 CHF 99.08% 99.08%
03.05.2024 3.16% 0.33 CHF 0.34 CHF 900'000 300'000 900'000 300'000 280'347 CHF 96'449 CHF 98.35% 98.35%
02.05.2024 3.36% 0.33 CHF 0.34 CHF 750'000 250'000 888'050 296'017 260'060 CHF 89'647 CHF 98.84% 98.84%

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